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Advanced Financial Mathematics question need help pls Let : [0,00) [0, 1] be a generator of a d-dimensional Archimedean copula C. a) Show that limo

Advanced Financial Mathematics question need help pls

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Let : [0,00) [0, 1] be a generator of a d-dimensional Archimedean copula C. a) Show that limo (t) = 0 must hold. b) Show that (0) = 1 must hold. c) Show that (ct), t 0, generates C for all c> 0. d) Show that the lower tail dependence coefficient of the bivariate copula satisfies X = lim,(t) (21) Let : [0,00) [0, 1] be a generator of a d-dimensional Archimedean copula C. a) Show that limo (t) = 0 must hold. b) Show that (0) = 1 must hold. c) Show that (ct), t 0, generates C for all c> 0. d) Show that the lower tail dependence coefficient of the bivariate copula satisfies X = lim,(t) (21)

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